+9,518.4%
QCOM vs IRM
+9,145.3%
+373.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.6% | +5.2% |
| 7D | +0.4% | -8.6% | +9.0% | +3.5% |
| 30D | -6.6% | -8.0% | +1.4% | -3.9% |
| 3M | +3.7% | -12.0% | +15.7% | +8.1% |
| 6M | -13.3% | -18.2% | +4.8% | -7.5% |
| YTD | -1.8% | +31.4% | -33.1% | -9.9% |
| 1Y | -2.5% | +9.2% | -11.7% | -5.5% |
| 3Y | +47.0% | +94.6% | -47.6% | +16.7% |
| 5Y | +13.1% | +170.2% | -157.0% | -19.4% |
| 10Y | +224.7% | +464.3% | -239.6% | +77.7% |
| All | +9,518.4% | +9,145.3% | +373.0% | +2,874.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling